Nonequilibrium states driven by both electric bias voltages V and temperature differences ∆T (or thermal voltages eVT ≡ kB∆T ) are unique probes of various systems. Whereas average currents I(V, VT ) are traditionally measured in majority of experiments, an essential part of nonequilibrium dynamics, stored particularly in fluctuations, remains largely unexplored. Here we focus on Majorana quantum dot devices, specifically on their differential shot noise ∂S > (V, VT )/∂V , and demonstrate that in contrast to the differential electric or thermoelectric conductance, ∂I(V, VT )/∂V or ∂I(V, VT )/∂VT , it reveals a crossover from thermoelectric to pure thermal nonequilibrium behavior. It is shown that this Majorana crossover in ∂S > (V, VT )/∂V is induced by an interplay of the electric and thermal driving, occurs at an energy scale determined by the Majorana tunneling amplitude, and exhibits a number of universal characteristics which may be accessed in solely noise experiments or in combination with measurements of average currents.